On the equivariance criterion in statistical prediction

DOI10.1007/S10463-014-0464-YMaRDI QIDQ2351697zbMATH OpenOpenAlexFDO

Authors Haojin Zhou, Tapan K. Nayak

Publication date 26 June 2015

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-014-0464-y

zbMATH Keywords

loss invariancemaximal invariantminimum riskrisk unbiasedtransformation group

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99) Parametric inference (62F99)

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Cited in

(7)

• Equivariant prediction in finite populations
• On the principle of equivariance: concepts and applications
• Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
• Optimal equivariant prediction regions based on multiply type-II censored generalized order statistics from exponential distributions
• scientific article; zbMATH DE number 2219489 (Why is no real title available?)
• The equivariance criterion in a linear model for fixed-X cases
• The concept of risk unbiasedness in statistical prediction

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